Before you go modifying things, I really think it's best to just use the phone. I recommend letting necessity be your guide, because it's easy to get overwhelmed. There's only one thing that I think is an absolute must have. Get AppBrain App Market and their Fast Web Installer. These will allow you a much easier way to browse apps, and you will be able to install them directly to your phone from any browser. Barcode Scanner is another fantastic utility along these same lines (all those crazy looking squares you see are scannable by that app).
If you really want stuff to start messing around with, try getting Beautiful Widgets and finding your favorite skins or getting a home replacement. If you do choose to get a home replacement, make sure you get a home manager app such as Home Switcher so that you can move between the replacement homes and Moto's Blurred home. Most people are using Launcher Pro, but I personally prefer ADW.Launcher. Both are great.
Anyway, like I said... use the phone. I dove head first into modifying things and trying to perfect the look of every last little thing and nearly drove myself crazy. I've since calmed it down a bit and found the best teacher to be experience. You'll pretty quickly figure out what you need.
*EDIT: Having unlimited texts through Google Voice is also absolutely fantastic. If paying for texts is something you would prefer to do in limited quantity or not at all, read up on this.